CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5261 |
1.5442 |
0.0181 |
1.2% |
1.5063 |
| High |
1.5470 |
1.5447 |
-0.0023 |
-0.1% |
1.5470 |
| Low |
1.5233 |
1.5275 |
0.0042 |
0.3% |
1.4946 |
| Close |
1.5409 |
1.5301 |
-0.0108 |
-0.7% |
1.5301 |
| Range |
0.0237 |
0.0172 |
-0.0065 |
-27.4% |
0.0524 |
| ATR |
0.0175 |
0.0175 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
112,216 |
103,436 |
-8,780 |
-7.8% |
551,510 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5857 |
1.5751 |
1.5396 |
|
| R3 |
1.5685 |
1.5579 |
1.5348 |
|
| R2 |
1.5513 |
1.5513 |
1.5333 |
|
| R1 |
1.5407 |
1.5407 |
1.5317 |
1.5374 |
| PP |
1.5341 |
1.5341 |
1.5341 |
1.5325 |
| S1 |
1.5235 |
1.5235 |
1.5285 |
1.5202 |
| S2 |
1.5169 |
1.5169 |
1.5269 |
|
| S3 |
1.4997 |
1.5063 |
1.5254 |
|
| S4 |
1.4825 |
1.4891 |
1.5206 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6811 |
1.6580 |
1.5589 |
|
| R3 |
1.6287 |
1.6056 |
1.5445 |
|
| R2 |
1.5763 |
1.5763 |
1.5397 |
|
| R1 |
1.5532 |
1.5532 |
1.5349 |
1.5648 |
| PP |
1.5239 |
1.5239 |
1.5239 |
1.5297 |
| S1 |
1.5008 |
1.5008 |
1.5253 |
1.5124 |
| S2 |
1.4715 |
1.4715 |
1.5205 |
|
| S3 |
1.4191 |
1.4484 |
1.5157 |
|
| S4 |
1.3667 |
1.3960 |
1.5013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5470 |
1.4946 |
0.0524 |
3.4% |
0.0181 |
1.2% |
68% |
False |
False |
110,302 |
| 10 |
1.5470 |
1.4946 |
0.0524 |
3.4% |
0.0158 |
1.0% |
68% |
False |
False |
110,873 |
| 20 |
1.5470 |
1.4688 |
0.0782 |
5.1% |
0.0162 |
1.1% |
78% |
False |
False |
110,150 |
| 40 |
1.5470 |
1.4233 |
0.1237 |
8.1% |
0.0179 |
1.2% |
86% |
False |
False |
72,999 |
| 60 |
1.5485 |
1.4233 |
0.1252 |
8.2% |
0.0188 |
1.2% |
85% |
False |
False |
49,072 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.3% |
0.0172 |
1.1% |
84% |
False |
False |
36,861 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.3% |
0.0152 |
1.0% |
84% |
False |
False |
29,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6178 |
|
2.618 |
1.5897 |
|
1.618 |
1.5725 |
|
1.000 |
1.5619 |
|
0.618 |
1.5553 |
|
HIGH |
1.5447 |
|
0.618 |
1.5381 |
|
0.500 |
1.5361 |
|
0.382 |
1.5341 |
|
LOW |
1.5275 |
|
0.618 |
1.5169 |
|
1.000 |
1.5103 |
|
1.618 |
1.4997 |
|
2.618 |
1.4825 |
|
4.250 |
1.4544 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5361 |
1.5320 |
| PP |
1.5341 |
1.5313 |
| S1 |
1.5321 |
1.5307 |
|